Extermely Heavy Volumes Overnight

October 31st, 2014 7:58 am | by John Jansen |

Via David Ader at CRT Capital:

OVERNIGHT FLOWS:  Treasuries were under pressure overnight following the BoJ’s surprise announcement of an increased monetary base (i.e. more QE).  Overnight volumes were strong with cash trading at 144% of the 10-day moving-average, while TY came in at 179% of norm.  10s were the most active issue, taking a 37% marketshare, while 5s were a distant second at 26%.  2s and 3s combined to take 21% at 11% and 10%, respectively.

Be Sociable, Share!

Post a Comment